71 citations · 178 across the 32 of their papers we have counts for
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math.PR2015★ 1 cited
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Yanghui Liu, Eulalia Nualart, Samy Tindel
We consider a stochastic differential equation with additive fractional noise with Hurst parameter , and a non-linear drift depending on an unknown parameter. We show the Lo…
math.PR2015★ 2 cited
LAN property for an ergodic diffusion with jumps
Arturo Kohatsu-Higa, Eulalia Nualart, Ngoc Khue Tran
In this paper, we consider a multidimensional ergodic diffusion with jumps driven by a Brownian motion and a Poisson random measure associated with a pure-jump Lévy process with fi…